435) 0.1284% High Yield Credit Indices IBOXHY Index $ (46,932,312) $ 1,655,289,030 -0.7282% IBOXXMJA Index $ (38,008,832) $ - -0.5898% IBXXLLTR Index $ (23,443,088) $ 1,556,670,677 -0.3638% Global Inflation Protection IBXXILHU Index $ (9,374,108) $ 4,534,826,453 -0.1455% WGBI Rat

ex $ (10,187,448) $ 1,030,103,820 0.1611% Page 8 of 9 Private and Confidential- NOT FOR REDISTRIBUTION EFTA00293363 Report Date: 8/29/2014 IBXXLLTR Index I Global Inflation Protection IBXXILHU Index WGBI Rates US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT $ 4,506,401 $ 738,9

435) 0.1284% High Yield Credit Indices IBOXHY Index $ (46,932,312) $ 1,655,289,030 -0.7282% IBOXXMJA Index $ (38,008,832) $ - -0.5898% IBXXLLTR Index $ (23,443,088) $ 1,556,670,677 -0.3638% Global Inflation Protection IBXXILHU Index $ (9,374,108) $ 4,534,826,453 -0.1455% WGBI Rat